Is there a hotel that connects to the Prudential mall?
Sheraton Boston. And on the connected Copley Place Mall are the Marriott Copley Place and the Westin Copley Place.
And the Back Bay Hilton is across the street from the Sheraton.
But not connected. There are lots of hotels nearby that are not connected.
Mandarin Oriental is connected.
And just note that the Copley Place Mall and Prudential mall are connected, so for all intents and purposes the two hotels mentioned in Copley Place are also connected to Prudental.